V-Lab: KEC Holdings Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

KEC Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.16% (+0.01%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6519	7.51
$α$	0.1112	6.39
$β$	0.7893	29.19
$γ_{1}$	-0.0561	-1.14
$γ_{2}$	0.1238	1.77
$γ_{3}$	-0.1629	-4.49
$γ_{4}$	0.1454	4.36
$γ_{5}$	-0.0527	-1.34
$γ_{6}$	0.0225	0.45
$γ_{7}$	-0.1229	-2.25
$γ_{8}$	0.2996	6.72
$γ_{9}$	-0.5260	-5.09

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts